Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-02 39.813809 43.436657 47.431692 52.201382 57.791495 64.200273 72.199888
2025-03-09 34.210788 38.893004 44.426678 51.577752 60.776855 72.521841 89.213236
2025-03-16 30.287091 35.266849 41.399742 49.725972 61.113076 76.791117 101.381465
2025-03-23 28.883672 34.401945 41.472349 51.554117 66.246951 88.220592 126.943136
2025-03-30 27.026835 32.697830 40.168426 51.205438 68.076596 95.010489 147.415775
2025-04-06 25.374116 31.080739 38.767067 50.457221 69.060302 100.512744 167.667561
2025-04-13 23.647484 29.215200 36.831601 48.656730 68.033273 102.238014 180.874486
2025-04-20 23.145250 28.977209 37.150787 50.264623 72.805184 115.621867 228.258464
2025-04-27 22.607567 28.636198 37.268980 51.538000 77.185211 129.536058 288.788441
2025-05-04 21.984649 28.121577 37.071050 52.248989 80.635696 142.590453 361.411646
2025-05-11 21.140653 27.228830 36.222355 51.759323 81.678185 150.403388 425.492266
2025-05-18 20.331616 26.341002 35.316733 51.073383 82.207865 157.141988 496.741689
2025-05-25 19.465164 25.353641 34.238119 50.067351 82.112814 162.807767 579.774354
2025-06-01 18.750867 24.563730 33.430174 49.484263 82.869711 171.402831 711.398060
2025-06-08 17.861964 23.466185 32.061051 47.750495 80.828386 170.957973 775.484643
2025-06-15 17.716765 23.497042 32.524391 49.462152 86.900518 199.344239 1327.156179
2025-06-22 17.200182 22.924885 31.951029 49.135878 88.112153 211.899490 1875.047702
2025-06-29 16.653308 22.281013 31.220146 48.435442 88.290063 220.823178 2607.887826
2025-07-06 15.968738 21.394619 30.036291 46.748247 85.730201 217.616206 2913.881818
2025-07-13 15.872693 21.434795 30.431020 48.255077 91.724041 255.259283 11015.856619
2025-07-20 15.724616 21.383014 30.660708 49.447073 97.189174 296.749302 NaN
2025-07-27 15.500413 21.197000 30.641534 50.112111 101.346018 336.885626 NaN
2025-08-03 15.122127 20.744247 30.123061 49.654131 102.081090 357.317820 NaN